This might not be the best example to demonstrate as it is a bit busy, but we'll have a go.
To try and simplyfy things I have selected all of the layers from the original frame animation and grouped them (hold down the Shift key and clicked on the group icon at the bottom of the layers panel)
The image you need to overlay needs to be either a single layer PSD or a transparent PNG. That is unless you want the overlaid image to be a smaller rectangle ontop of the original animation.
A good way to introduce the new image if it is on a drive is File > Place Embedded
Try to arrange for it to be outside the group, although this is by no means in any way crucial.
Now select all of the frames (select the first and Shift seelect the last, and make sure the just introduced layer is turned on. You might need to do this last step a couple of times for it to take.